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  • The SEC’s Form PF: ORSA for Hedge Funds
    requirements described above, must be applied at the individual fund level. So while some observers simplistically ... Distinguishing risk measures from portfolio valuation and asset selections tools is subjective. For ...

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    • Authors: James Ramenda
    • Date: Sep 2012
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management>Compliance; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
  • How to Make Guarantees on VAs Worth More than the Paper They're Written On
    it's not like you're doing a valuation. You don't have to run your valuation model 10,000 times. You can ... of the risk of commissioner's annuity reserve valuation method (CARVM) allowance recovery. This amount ...

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    • Authors: Ari Lindner, Jason Kehrberg
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
  • Hedging Variable Annuity Guarantees: A Practical Discussion
    the volatility in that movement, because that valuation has to be done on capital markets assumptions ... affect shareholder value, not necessarily the individual components. You have to consider the overall ...

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    • Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
  • Balancing Risks
    earnings. Let’s look at the mortality column in Table 1. When we ran the model to capture the mortality ... had a mean that was equal to whatever mortality table we’re assuming, and then we assumed the variance ...

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    • Authors: Nancy Bennett, Francis Sabatini, Peter Tilley
    • Date: May 1999
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments
  • A Friendly Conversation on Emerging Markets—Enterprise Risk Management within the Banking Industry
    trading data. From a derivative pricing and valuation point of view this creates bigger problems since ... mistakes. Qualifying Models Qualifications on valuation and fair value opinions of vanilla as well as ...

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    • Authors: Jawwad Farid
    • Date: Aug 2012
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Finance & Investments>Risk measurement - Finance & Investments
  • Risk/Return, a Chimera?
    years. This can be observed in Table 1, an example of a gold return. Table 1 Gold Return Global Return ... range: 12.8 percent, 1.5 percent and 6.1 percent. Table 2 DJ total return since … Seen at Year End 2015 ...

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    • Authors: Sylvestre Frezal
    • Date: Feb 2017
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Thought leadership; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
  • Expected Geometric Returns
    Expected Geometric Returns The article has formulas for calculating the geometric return of a portfolio ... 46 σ p2 Figure 1: Formula for Rate of Return Table 1 shows the expected geometric rates of return for ...

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    • Authors: Philip McCaulay
    • Date: May 2016
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Pension Section News
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension investments & asset liability management
  • Are You Sure About That?
    Are You Sure About That? Editorial for the October/November 2012 edition of The Actuary magazine ... practice shifted to incorporate market-consistent valuation of market-traded risks. The process of modeling ...

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    • Authors: David Ingram
    • Date: Oct 2012
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Actuary Magazine
    • Topics: Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk categories; Finance & Investments>Risk measurement - Finance & Investments
  • Integrated Approaches to Risk Management in the Financial Services Industry—A SeminarDecember 8–9, 1997Atlanta, Georgia
    Integrated Approaches to Risk Management in the Financial Services Industry—A SeminarDecember ... Ph.D., Global Advanced Technology “Cash-Flow Valuation and Value at Risk,” by Allan Brender, Ph.D., William ...

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    • Authors: Anna M Rappaport
    • Date: Mar 1998
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Risk measurement - Finance & Investments
  • Investment Management In a Risk Management Context
    Investment Management In a Risk Management Context A framework to measure and evaluate the ... management, pricing and product development, and valuation areas. Best practice would be to facilitate such ...

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    • Authors: Robert Berendsen, Ji Chen
    • Date: Aug 2012
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risk Management
    • Topics: Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments
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